+271.2%
EW vs ELV
+268.6%
+2.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.9% | +1.0% | +3.9% | +4.6% |
| 30D | +23.9% | +0.4% | +23.6% | +23.7% |
| 3M | +15.8% | +8.4% | +7.4% | +13.0% |
| 6M | +31.7% | +8.4% | +23.2% | +27.8% |
| YTD | +25.7% | +24.4% | +1.3% | +16.0% |
| 1Y | +24.4% | +33.5% | -9.1% | +12.2% |
| 3Y | +65.9% | -2.1% | +67.9% | +59.7% |
| 5Y | -7.6% | +5.8% | -13.4% | -15.5% |
| All | +271.2% | +268.6% | +2.7% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling